Hmm, I knew better than to crack open JJ's Ulysses so it hasn't beaten me yet
Haven't abandoned any book that I've started but I have struggled through quite a few. The Thomas Covenant series come immediately to mind as mostly torture for me to read. Yet many folks love that series.
Most recently, Cormac McCarthy's The Road was tough to finish. Yes, his prose is lyrical and magical. That man can write! But two things made this a struggle, the unrelenting darkness of his post-apocalyptic vision (masterful in its way but such a downer!) and his unique punctuation.
Some people consider it genius when he omits quotation marks in dialogue. I say it adds a distraction. Superficially it makes the text look clean and sparse but I am so used to convention that it hinders rather than helps. It was not quite as distracting to me in No Country for Old Men. I was not bothered by his use of imaginary words because it usually evoked a sense of poetry.